FRO FRO260918C00045000 quote/model snapshot = 2.83
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00045000","e":260918,"cp":"C","k":45,"b":1.48,"a":2.83,"bs":815,"az":352,"t":"2026-09-04T19:59:58.647408662Z","iv":0.4752,"g":"{'delta': 0.6378, 'gamma': 0.0985, 'rho': 0.0082, 'theta': -0.0676, 'vega': 0.03}","T":0.0383561644,"td":0.0376141553,"no_div":2.1424913651,"american_div":2.0502092224,"european_div":0.8240224666,"american_scaled":2.1267242617,"american_n1600":2.0501402756,"low_vol":1.7998143331,"high_vol":2.6249068686,"net_model_contract":-78.1790777612,"range_value":3.8282388437,"range_bid_proxy":3.1532388437,"target_net":32.1238843659}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00044000 quote/model snapshot = 1.82
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00044000","e":260918,"cp":"P","k":44,"b":1.38,"a":1.82,"bs":123,"az":96,"t":"2026-09-04T19:59:49.385299823Z","iv":0.8146,"g":"{'delta': -0.3404, 'gamma': 0.0562, 'rho': -0.0052, 'theta': -0.1069, 'vega': 0.0294}","T":0.0383561644,"td":0.0376141553,"no_div":0.5928784596,"american_div":1.598031695,"european_div":1.5974532989,"american_scaled":1.681181411,"american_n1600":1.5982168389,"low_vol":1.3216148107,"high_vol":2.2138438339,"net_model_contract":-22.3968305001,"range_value":3.1289874355,"range_bid_proxy":2.9089874355,"target_net":108.6987435545}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00044000 quote/model snapshot = 3.08
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00044000","e":260918,"cp":"C","k":44,"b":2.23,"a":3.08,"bs":698,"az":227,"t":"2026-09-04T19:59:49.711727995Z","iv":0.4142,"g":"{'delta': 0.7598, 'gamma': 0.0938, 'rho': 0.0098, 'theta': -0.0501, 'vega': 0.0249}","T":0.0383561644,"td":0.0376141553,"no_div":2.8090448099,"american_div":2.7285266708,"european_div":1.2088323537,"american_scaled":2.794383083,"american_n1600":2.7289473188,"low_vol":2.5248748111,"high_vol":3.2396284919,"net_model_contract":-35.3473329236,"range_value":4.6965364305,"range_bid_proxy":4.2715364305,"target_net":118.9536430535}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00043000 quote/model snapshot = 1.37
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00043000","e":260918,"cp":"P","k":43,"b":1.02,"a":1.37,"bs":63,"az":118,"t":"2026-09-04T19:59:59.666233505Z","iv":0.7989,"g":"{'delta': -0.2802, 'gamma': 0.0526, 'rho': -0.0043, 'theta': -0.0965, 'vega': 0.027}","T":0.0383561644,"td":0.0376141553,"no_div":0.3557935458,"american_div":1.0956595497,"european_div":1.095230974,"american_scaled":1.1766261136,"american_n1600":1.0955026354,"low_vol":0.8253124802,"high_vol":1.7006264034,"net_model_contract":-27.6340450323,"range_value":2.3741437503,"range_bid_proxy":2.1991437503,"target_net":82.7143750324}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00043000 quote/model snapshot = 4.47
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00043000","e":260918,"cp":"C","k":43,"b":3.15,"a":4.47,"bs":494,"az":394,"t":"2026-09-04T19:59:58.140545456Z","iv":0.5842,"g":"{'delta': 0.7741, 'gamma': 0.0643, 'rho': 0.0096, 'theta': -0.0671, 'vega': 0.0241}","T":0.0383561644,"td":0.0376141553,"no_div":3.5710214123,"american_div":3.5075092741,"european_div":1.7050769586,"american_scaled":3.5584270308,"american_n1600":3.5074047933,"low_vol":3.3600302463,"high_vol":3.9319921661,"net_model_contract":-96.4490725918,"range_value":5.6184827607,"range_bid_proxy":4.9584827607,"target_net":48.648276072}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00042000 quote/model snapshot = 0.73
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00042000","e":260918,"cp":"P","k":42,"b":0.58,"a":0.73,"bs":165,"az":1,"t":"2026-09-04T19:59:49.710900728Z","iv":0.6952,"g":"{'delta': -0.1991, 'gamma': 0.0502, 'rho': -0.003, 'theta': -0.0696, 'vega': 0.0224}","T":0.0383561644,"td":0.0376141553,"no_div":0.1984664552,"american_div":0.7073251067,"european_div":0.7070265157,"american_scaled":0.7800756769,"american_n1600":0.7068574745,"low_vol":0.4695122348,"high_vol":1.266949194,"net_model_contract":-2.4674893285,"range_value":1.7183206184,"range_bid_proxy":1.6433206184,"target_net":91.1320618405}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00042000 quote/model snapshot = 4.83
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00042000","e":260918,"cp":"C","k":42,"b":3.82,"a":4.83,"bs":117,"az":79,"t":"2026-09-04T19:59:44.968316872Z","iv":0.4293,"g":"{'delta': 0.9045, 'gamma': 0.0494, 'rho': 0.0113, 'theta': -0.0302, 'vega': 0.0136}","T":0.0383561644,"td":0.0376141553,"no_div":4.4125048872,"american_div":4.3666629083,"european_div":2.3153394301,"american_scaled":4.4025030997,"american_n1600":4.3665710807,"low_vol":4.2728586718,"high_vol":4.6957400617,"net_model_contract":-46.5337091652,"range_value":6.5758542526,"range_bid_proxy":6.0708542526,"target_net":123.8854252574}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00041000 quote/model snapshot = 0.52
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00041000","e":260918,"cp":"P","k":41,"b":0.28,"a":0.52,"bs":635,"az":1,"t":"2026-09-04T19:59:51.238303635Z","iv":0.6677,"g":"{'delta': -0.1395, 'gamma': 0.0415, 'rho': -0.0021, 'theta': -0.0533, 'vega': 0.0178}","T":0.0383561644,"td":0.0376141553,"no_div":0.101922458,"american_div":0.4261567514,"european_div":0.4259615044,"american_scaled":0.4864662291,"american_n1600":0.4258374013,"low_vol":0.2403838315,"high_vol":0.9122260677,"net_model_contract":-9.5843248641,"range_value":1.1760934002,"range_bid_proxy":1.0560934002,"target_net":53.4093400172}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00041000 quote/model snapshot = 6.04
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00041000","e":260918,"cp":"C","k":41,"b":4.66,"a":6.04,"bs":459,"az":463,"t":"2026-09-04T19:59:58.643430434Z","iv":0.5296,"g":"{'delta': 0.9095, 'gamma': 0.0384, 'rho': 0.011, 'theta': -0.0351, 'vega': 0.0131}","T":0.0383561644,"td":0.0376141553,"no_div":5.3146124274,"american_div":5.2847785386,"european_div":3.0327413486,"american_scaled":5.307290543,"american_n1600":5.2848154156,"low_vol":5.2327117276,"high_vol":5.5218556392,"net_model_contract":-75.7221461357,"range_value":7.5546719138,"range_bid_proxy":6.8646719138,"target_net":82.2671913798}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00040000 quote/model snapshot = 0.37
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00040000","e":260918,"cp":"P","k":40,"b":0.27,"a":0.37,"bs":54,"az":17,"t":"2026-09-04T19:59:55.134651203Z","iv":0.7106,"g":"{'delta': -0.1104, 'gamma': 0.0331, 'rho': -0.0016, 'theta': -0.0482, 'vega': 0.0151}","T":0.0383561644,"td":0.0376141553,"no_div":0.0479949641,"american_div":0.2371390863,"european_div":0.2370248662,"american_scaled":0.2832059629,"american_n1600":0.2374301002,"low_vol":0.1087587519,"high_vol":0.6324336961,"net_model_contract":-13.4860913715,"range_value":0.7552248898,"range_bid_proxy":0.7052248898,"target_net":33.3224889786}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00040000 quote/model snapshot = 6.6
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00040000","e":260918,"cp":"C","k":40,"b":5.55,"a":6.6,"bs":484,"az":284,"t":"2026-09-04T19:59:59.666233505Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":6.2592492392,"american_div":6.2413714479,"european_div":3.8422716401,"american_scaled":6.2542898214,"american_n1600":6.2414448096,"low_vol":6.2164061066,"high_vol":6.3996178311,"net_model_contract":-36.0628552059,"range_value":8.5446329259,"range_bid_proxy":8.0196329259,"target_net":141.7632925874}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00039000 quote/model snapshot = 0.27
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00039000","e":260918,"cp":"P","k":39,"b":0.17,"a":0.27,"bs":2,"az":233,"t":"2026-09-04T19:59:59.341484865Z","iv":0.7232,"g":"{'delta': -0.0797, 'gamma': 0.0256, 'rho': -0.0012, 'theta': -0.0386, 'vega': 0.0119}","T":0.0383561644,"td":0.0376141553,"no_div":0.0204243503,"american_div":0.1213369842,"european_div":0.1212759516,"american_scaled":0.1526067684,"american_n1600":0.1213041416,"low_vol":0.0428842433,"high_vol":0.4204174823,"net_model_contract":-15.0663015777,"range_value":0.4500117147,"range_bid_proxy":0.4000117147,"target_net":12.8011714723}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00039000 quote/model snapshot = 8.56
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00039000","e":260918,"cp":"C","k":39,"b":5.86,"a":8.56,"bs":910,"az":336,"t":"2026-09-04T19:59:55.085147988Z","iv":0.5227,"g":"{'delta': 0.9716, 'gamma': 0.0155, 'rho': 0.0113, 'theta': -0.0161, 'vega': 0.0052}","T":0.0383561644,"td":0.0376141553,"no_div":7.2301867692,"american_div":7.2205271382,"european_div":4.7249896553,"american_scaled":7.2268624588,"american_n1600":7.2205345801,"low_vol":7.2101535241,"high_vol":7.3178154074,"net_model_contract":-134.1472861752,"range_value":9.5398883915,"range_bid_proxy":8.1898883915,"target_net":-37.2111608451}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00038000 quote/model snapshot = 0.27
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00038000","e":260918,"cp":"P","k":38,"b":0.07,"a":0.27,"bs":67,"az":273,"t":"2026-09-04T19:59:49.385299823Z","iv":0.7595,"g":"{'delta': -0.0614, 'gamma': 0.0199, 'rho': -0.0009, 'theta': -0.0332, 'vega': 0.0097}","T":0.0383561644,"td":0.0376141553,"no_div":0.0078036253,"american_div":0.056081998,"european_div":0.056053212,"american_scaled":0.0753163204,"american_n1600":0.0561357649,"low_vol":0.014439427,"high_vol":0.2666680557,"net_model_contract":-21.5918001989,"range_value":0.2464532873,"range_bid_proxy":0.1464532873,"target_net":-12.5546712734}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00038000 quote/model snapshot = 9.75
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00038000","e":260918,"cp":"C","k":38,"b":7.42,"a":9.75,"bs":406,"az":350,"t":"2026-09-04T19:59:49.710595234Z","iv":0.9649,"g":"{'delta': 0.8937, 'gamma': 0.0237, 'rho': 0.0098, 'theta': -0.0677, 'vega': 0.0147}","T":0.0383561644,"td":0.0376141553,"no_div":8.2160510437,"american_div":8.2110803602,"european_div":5.6582338455,"american_scaled":8.2138660212,"american_n1600":8.211086569,"low_vol":8.2074027389,"high_vol":8.2666011481,"net_model_contract":-154.0919639753,"range_value":10.5373136863,"range_bid_proxy":9.3723136863,"target_net":-37.9686313678}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00037000 quote/model snapshot = 0.27
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00037000","e":260918,"cp":"P","k":37,"b":0,"a":0.27,"bs":0,"az":152,"t":"2026-09-04T19:59:44.979486722Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0026317666,"american_div":0.0233238611,"european_div":0.0233106275,"american_scaled":0.0337401478,"american_n1600":0.023356263,"low_vol":0.0040895366,"high_vol":0.1604056497,"net_model_contract":-24.8676138887,"range_value":0.1223958621,"range_bid_proxy":0,"target_net":-27.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00037000 quote/model snapshot = 10.48
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00037000","e":260918,"cp":"C","k":37,"b":8.97,"a":10.48,"bs":122,"az":477,"t":"2026-09-04T19:59:55.085123197Z","iv":1.1569,"g":"{'delta': 0.8855, 'gamma': 0.0209, 'rho': 0.0094, 'theta': -0.0846, 'vega': 0.0155}","T":0.0383561644,"td":0.0376141553,"no_div":9.2093524962,"american_div":9.2067410425,"european_div":6.6239581908,"american_scaled":9.2077910237,"american_n1600":9.2067460243,"low_vol":9.2056375338,"high_vol":9.2357174986,"net_model_contract":-127.5258957486,"range_value":11.5355025893,"range_bid_proxy":10.7805025893,"target_net":29.8502589292}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00036000 quote/model snapshot = 0.13
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00036000","e":260918,"cp":"P","k":36,"b":0,"a":0.13,"bs":0,"az":391,"t":"2026-09-04T19:59:48.580840492Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0007801235,"american_div":0.0086039548,"european_div":0.0085990448,"american_scaled":0.0136066621,"american_n1600":0.0086162229,"low_vol":0.0009590774,"high_vol":0.0914783646,"net_model_contract":-12.3396045157,"range_value":0.0546245741,"range_bid_proxy":0,"target_net":-13.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00036000 quote/model snapshot = 11.67
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00036000","e":260918,"cp":"C","k":36,"b":9.94,"a":11.67,"bs":220,"az":486,"t":"2026-09-04T19:59:49.711727995Z","iv":1.3134,"g":"{'delta': 0.886, 'gamma': 0.0183, 'rho': 0.0091, 'theta': -0.0952, 'vega': 0.0154}","T":0.0383561644,"td":0.0376141553,"no_div":10.2059698049,"american_div":10.204368121,"european_div":7.6077135379,"american_scaled":10.2047071535,"american_n1600":10.2043745846,"low_vol":10.2040913795,"high_vol":10.2183237542,"net_model_contract":-146.7631879017,"range_value":12.5339251089,"range_bid_proxy":11.6689251089,"target_net":-0.3074891141}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00035000 quote/model snapshot = 0.12
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00035000","e":260918,"cp":"P","k":35,"b":0,"a":0.12,"bs":0,"az":286,"t":"2026-09-04T19:59:49.714790034Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0002003625,"american_div":0.002776125,"european_div":0.0027745085,"american_scaled":0.0048801885,"american_n1600":0.0027829258,"low_vol":0.0001827456,"high_vol":0.0488971114,"net_model_contract":-11.922387498,"range_value":0.0216091134,"range_bid_proxy":0,"target_net":-12.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00035000 quote/model snapshot = 11.71
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00035000","e":260918,"cp":"C","k":35,"b":10.81,"a":11.71,"bs":362,"az":262,"t":"2026-09-04T19:59:51.041158432Z","iv":0.91,"g":"{'delta': 0.9666, 'gamma': 0.0102, 'rho': 0.01, 'theta': -0.028, 'vega': 0.006}","T":0.0383561644,"td":0.0376141553,"no_div":11.2038576171,"american_div":11.202641763,"european_div":8.6003559313,"american_scaled":11.2027333049,"american_n1600":11.2026446363,"low_vol":11.2025833196,"high_vol":11.2087526235,"net_model_contract":-50.9358237038,"range_value":13.5324072082,"range_bid_proxy":13.0824072082,"target_net":137.0407208202}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918P00034000 quote/model snapshot = 0.13
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00034000","e":260918,"cp":"P","k":34,"b":0,"a":0.13,"bs":0,"az":984,"t":"2026-09-04T19:59:55.084782611Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0000438468,"american_div":0.0007723648,"european_div":0.0007718942,"american_scaled":0.0015334892,"american_n1600":0.0007752769,"low_vol":0.0000274779,"high_vol":0.0244135296,"net_model_contract":-13.1227635213,"range_value":0.007462481,"range_bid_proxy":0,"target_net":-13.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More FRO FRO260918C00034000 quote/model snapshot = 14.39
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00034000","e":260918,"cp":"C","k":34,"b":10.19,"a":14.39,"bs":260,"az":76,"t":"2026-09-04T19:59:49.376513187Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":12.2021681965,"american_div":12.2010903237,"european_div":9.5968202469,"american_scaled":12.2011110069,"american_n1600":12.2010930173,"low_vol":12.2010803436,"high_vol":12.2035184367,"net_model_contract":-219.0909676265,"range_value":14.5309021339,"range_bid_proxy":12.4309021339,"target_net":-196.1097866088}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More Own ledger empirical sizing and current exposure = 0
Quant replication 2026-09-07 04:08
Fresh query returned exactly three closed trades, all operator liquidations; no open or queued exposure. Arithmetic from full-precision entry/exit and quantity: {"sample":3,"win_rate":33.33333333333333,"average_win":7.939941307427634,"average_loss":5.261431763773078,"mean":-0.8609740733728407,"pnl":-1.0460528968119984,"quarterKelly":0}. Tiny, intervened sample does not measure planned PEAD exits; no arrival quote or session benchmark for slippage. Supplied quant cash245.69, equity850.99, global position cap212.7475, nominal1%risk8.5099. The recovery shortfall349.01 does not enter sizing.
query_trades fund=quant IDs9,7,1; supplied account September7 2026 04UTC
More FRO FRO260918P00033000 quote/model snapshot = 0.13
Options mispricing 2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00033000","e":260918,"cp":"P","k":33,"b":0,"a":0.13,"bs":0,"az":867,"t":"2026-09-04T19:59:55.084782611Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0000081489,"american_div":0.0001820785,"european_div":0.0001819765,"american_scaled":0.0004178707,"american_n1600":0.0001846858,"low_vol":0.0000031925,"high_vol":0.0112487662,"net_model_contract":-13.1817921489,"range_value":0.0022309609,"range_bid_proxy":0,"target_net":-13.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
More